Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market
With the availability of high frequency data and new techniques for the management of noise in signals, we revisit the question, can we predict financial asset prices? The present work proposes an algorithm for next-step log-return prediction. Data in frequencies from 1 to 15 minutes, for 25 high ca...
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| Publicado en: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Principais autores: | , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2022
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| Assuntos: | |
| Acceso en liña: | https://www.redalyc.org/articulo.oa?id=423772994006 https://www.redalyc.org/journal/4237/423772994006/ https://www.redalyc.org/journal/4237/423772994006/html/ https://www.redalyc.org/journal/4237/423772994006/423772994006.epub https://www.redalyc.org/journal/4237/423772994006/movil |
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